Mc Kean–Vlasov BSDEs with Locally Monotone Coefficient

作     者：Brahim BOUFOUSSI Soufiane MOUCHTABIH Brahim BOUFOUSSI;Soufiane MOUCHTABIH

作者机构：LIBMAFaculty of Sciences SemlaliaCadi Ayyad University2390 MarrakeshMorocco École Supérieure de Technologie d'El Kelaa des SraghnaUniversitéCadi AyyadRoute de Béni Mellal Km 8 B.P.104El Kelaa des SraghnaMorocco 

出 版 物：《Acta Mathematica Sinica,English Series》 (数学学报（英文版）)

年 卷 期：2023年第39卷第7期

页      面：1414-1424页

核心收录：

学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学] 

主　　题：McKean–Vlasov BSDE locally monotone coefficient stability 

摘      要：We consider a McKean Vlasov backward stochastic differential equation(MVBSDE) of the form Y_(t)=-F(t,Y_(t),Z_(t),[Y_(t)]) dt+Z_(t) dB_(t),Y_(T)=ξ,where [Y_(t)] stands for the law of Y,.We show that if F is locally monotone in y,locally Lipschitz with respect to z and law s variable,and the monotonicity and Lipschitz constants κ_(n),L_(n) are such that L_(n)^(2)+κ_(n)^(+)=O(log(N)),then the MVBSDE has a unique stable solution.